Why do I get constant headaches?!

I get regular headaches (at least once every week), I went to the doctor but they always say its just a normal headache and gives me Panadol. I am 19 years old and male. Sometimes the headache is too severe the Panadol does not even work and I really have to rest (rarely though, like 3 times in a year). Could it be because my sleep habits are kind of messed up? I stay awake during the morning and sleep until evening. Recently (for about 1 and a half months) I have changed my habits and slept at 10-12PM and waking up between 6-9AM, and I think it is slightly better, I haven't had any severe headaches, however, I always have a slight headache (like when I bend down and stand back up).

P.S. Sometimes when I sneeze, it feels like something just pricked me with a needle in my head and my head suddenly jerks. And this seriously hurts like hell, but lasts for 10 seconds.